NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 48.72 48.46 -0.26 -0.5% 46.96
High 49.29 48.50 -0.79 -1.6% 49.56
Low 47.95 47.40 -0.55 -1.1% 46.84
Close 48.41 48.08 -0.33 -0.7% 48.41
Range 1.34 1.10 -0.24 -17.9% 2.72
ATR 1.65 1.61 -0.04 -2.4% 0.00
Volume 538,047 475,453 -62,594 -11.6% 2,268,169
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 51.29 50.79 48.69
R3 50.19 49.69 48.38
R2 49.09 49.09 48.28
R1 48.59 48.59 48.18 48.29
PP 47.99 47.99 47.99 47.85
S1 47.49 47.49 47.98 47.19
S2 46.89 46.89 47.88
S3 45.79 46.39 47.78
S4 44.69 45.29 47.48
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 56.43 55.14 49.91
R3 53.71 52.42 49.16
R2 50.99 50.99 48.91
R1 49.70 49.70 48.66 50.35
PP 48.27 48.27 48.27 48.59
S1 46.98 46.98 48.16 47.63
S2 45.55 45.55 47.91
S3 42.83 44.26 47.66
S4 40.11 41.54 46.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.56 47.26 2.30 4.8% 1.29 2.7% 36% False False 494,046
10 49.56 43.65 5.91 12.3% 1.48 3.1% 75% False False 383,062
20 49.56 43.43 6.13 12.7% 1.66 3.4% 76% False False 277,169
40 49.56 37.50 12.06 25.1% 1.66 3.5% 88% False False 186,206
60 49.56 36.47 13.09 27.2% 1.59 3.3% 89% False False 137,690
80 49.56 33.14 16.42 34.2% 1.68 3.5% 91% False False 112,340
100 49.56 31.61 17.95 37.3% 1.73 3.6% 92% False False 93,496
120 49.56 31.61 17.95 37.3% 1.64 3.4% 92% False False 79,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.18
2.618 51.38
1.618 50.28
1.000 49.60
0.618 49.18
HIGH 48.50
0.618 48.08
0.500 47.95
0.382 47.82
LOW 47.40
0.618 46.72
1.000 46.30
1.618 45.62
2.618 44.52
4.250 42.73
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 48.04 48.28
PP 47.99 48.21
S1 47.95 48.15

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These figures are updated between 7pm and 10pm EST after a trading day.

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